Cross-correlation between simultaneously generated sequences of pseudo-random uniform deviates

✍ Scribed by N. H. Anderson; D. M. Titterington

• Book ID: 104645034
• Publisher: Springer US
• Year: 1993
• Tongue: English
• Weight: 332 KB
• Volume: 3
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/bf00153064

✦ Synopsis

Systematic patterns are revealed when sequences of pseudo-random uniform deviates are generated from multiplicative congruential generators. If the initial seeds, x0 and Y0, for two such sequences are related by Yo = (nl/nz)xo, where nl and n2 are relatively prime, positive integers, then an approximate argument suggests that the asymptotic correlation coefficient between corresponding members of the two sequences is (nln2) -1 . This unsettling phenomenon is discussed in the context of related, existing literature.